Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1080

Search results for: Hurst parameter

1080 Long-Range Dependence of Financial Time Series Data

Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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1079 Evaluating Hurst Parameters and Fractal Dimensions of Surveyed Dataset of Tailings Dam Embankment

Authors: I. Yakubu, Y. Y. Ziggah, C. Yeboah

Abstract:

In the mining environment, tailings dam embankment is among the hazards and risk areas. The tailings dam embankment could fail and result to damages to facilities, human injuries or even fatalities. Periodic monitoring of the dam embankment is needed to help assess the safety of the tailings dam embankment. Artificial intelligence techniques such as fractals can be used to analyse the stability of the monitored dataset from survey measurement techniques. In this paper, the fractal dimension (D) was determined using D = 2-H. The Hurst parameters (H) of each monitored prism were determined by using a time domain of rescaled range programming in MATLAB software. The fractal dimensions of each monitored prism were determined based on the values of H. The results reveal that the values of the determined H were all within the threshold of 0 ≤ H ≤ 1 m. The smaller the H, the bigger the fractal dimension is. Fractal dimension values ranging from 1.359 x 10-4 m to 1.8843 x 10-3 m were obtained from the monitored prisms on the based on the tailing dam embankment dataset used. The ranges of values obtained indicate that the tailings dam embankment is stable.

Keywords: Hurst parameter, fractal dimension, tailings dam embankment, surveyed dataset.

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1078 Predictability Analysis on HIV/AIDS System using Hurst Exponents

Authors: K. Kamalanand, P. Mannar Jawahar

Abstract:

Methods of contemporary mathematical physics such as chaos theory are useful for analyzing and understanding the behavior of complex biological and physiological systems. The three dimensional model of HIV/AIDS is the basis of active research since it provides a complete characterization of disease dynamics and the interaction of HIV-1 with the immune system. In this work, the behavior of the HIV system is analyzed using the three dimensional HIV model and a chaotic measure known as the Hurst exponent. Results demonstrate that Hurst exponents of CD4, CD8 cells and viral load vary nonlinearly with respect to variations in system parameters. Further, it was observed that the three dimensional HIV model can accommodate both persistent (H>0.5) and anti-persistent (H<0.5) dynamics of HIV states. In this paper, the objectives of the study, methodology and significant observations are presented in detail.

Keywords: HIV/AIDS, mathematical model, chaos theory, Hurst exponent

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1077 Burst on Hurst Algorithm for Detecting Activity Patterns in Networks of Cortical Neurons

Authors: G. Stillo, L. Bonzano, M. Chiappalone, A. Vato, F. Davide, S. Martinoia

Abstract:

Electrophysiological signals were recorded from primary cultures of dissociated rat cortical neurons coupled to Micro-Electrode Arrays (MEAs). The neuronal discharge patterns may change under varying physiological and pathological conditions. For this reason, we developed a new burst detection method able to identify bursts with peculiar features in different experimental conditions (i.e. spontaneous activity and under the effect of specific drugs). The main feature of our algorithm (i.e. Burst On Hurst), based on the auto-similarity or fractal property of the recorded signal, is the independence from the chosen spike detection method since it works directly on the raw data.

Keywords: Burst detection, cortical neuronal networks, Micro-Electrode Array (MEA), wavelets.

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1076 Efficient Tuning Parameter Selection by Cross-Validated Score in High Dimensional Models

Authors: Yoonsuh Jung

Abstract:

As DNA microarray data contain relatively small sample size compared to the number of genes, high dimensional models are often employed. In high dimensional models, the selection of tuning parameter (or, penalty parameter) is often one of the crucial parts of the modeling. Cross-validation is one of the most common methods for the tuning parameter selection, which selects a parameter value with the smallest cross-validated score. However, selecting a single value as an ‘optimal’ value for the parameter can be very unstable due to the sampling variation since the sample sizes of microarray data are often small. Our approach is to choose multiple candidates of tuning parameter first, then average the candidates with different weights depending on their performance. The additional step of estimating the weights and averaging the candidates rarely increase the computational cost, while it can considerably improve the traditional cross-validation. We show that the selected value from the suggested methods often lead to stable parameter selection as well as improved detection of significant genetic variables compared to the tradition cross-validation via real data and simulated data sets.

Keywords: Cross Validation, Parameter Averaging, Parameter Selection, Regularization Parameter Search.

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1075 Precision Identification of Nonlinear Damping Parameter for a Miniature Moving-Coil Transducer

Authors: Yu-Ting Tsai, Yu-da Lee, Jin H. Huang

Abstract:

The nonlinear damping behavior is usually ignored in the design of a miniature moving-coil loudspeaker. But when the loudspeaker operated in air, the damping parameter varies with the voice-coil displacement corresponding due to viscous air flow. The present paper presents an identification model as inverse problem to identify the nonlinear damping parameter in the lumped parameter model for the loudspeaker. Theoretical results for the nonlinear damping are verified by using laser displacement measurement scanner. These results indicate that the damping parameter has the greatly different nonlinearity between in air and vacuum. It is believed that the results of the present work can be applied in diagnosis and sound quality improvement of a miniature loudspeaker.

Keywords: Miniature loudspeaker, non-linear damping, system identification, Lumped parameter model.

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1074 Application of a New Efficient Normal Parameter Reduction Algorithm of Soft Sets in Online Shopping

Authors: Xiuqin Ma, Hongwu Qin

Abstract:

A new efficient normal parameter reduction algorithm of soft set in decision making was proposed. However, up to the present, few documents have focused on real-life applications of this algorithm. Accordingly, we apply a New Efficient Normal Parameter Reduction algorithm into real-life datasets of online shopping, such as Blackberry Mobile Phone Dataset. Experimental results show that this algorithm is not only suitable but feasible for dealing with the online shopping.

Keywords: Normal parameter reduction, Online shopping, Parameter reduction, Soft sets.

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1073 Variable Regularization Parameter Normalized Least Mean Square Adaptive Filter

Authors: Young-Seok Choi

Abstract:

We present a normalized LMS (NLMS) algorithm with robust regularization. Unlike conventional NLMS with the fixed regularization parameter, the proposed approach dynamically updates the regularization parameter. By exploiting a gradient descent direction, we derive a computationally efficient and robust update scheme for the regularization parameter. In simulation, we demonstrate the proposed algorithm outperforms conventional NLMS algorithms in terms of convergence rate and misadjustment error.

Keywords: Regularization, normalized LMS, system identification, robustness.

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1072 Coverage Probability of Confidence Intervals for the Normal Mean and Variance with Restricted Parameter Space

Authors: Sa-aat Niwitpong

Abstract:

Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic expressions of the coverage probability and the expected length of confidence interval for the normal mean when the whole parameter space is bounded. We also construct the confidence interval for the normal variance with restricted parameter for the first time and its coverage probability and expected length are also mathematically derived. As a result, one can use these criteria to assess the confidence interval for the normal mean and variance when the parameter space is restricted without the back up from simulation experiments.

Keywords: Confidence interval, coverage probability, expected length, restricted parameter space.

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1071 Application of He’s Parameter-Expansion Method to a Coupled Van Der Pol oscillators with Two Kinds of Time-delay Coupling

Authors: Mohammad Taghi Darvishi, Samad Kheybari

Abstract:

In this paper, the dynamics of a system of two van der Pol oscillators with delayed position and velocity is studied. We provide an approximate solution for this system using parameterexpansion method. Also, we obtain approximate values for frequencies of the system. The parameter-expansion method is more efficient than the perturbation method for this system because the method is independent of perturbation parameter assumption.

Keywords: Parameter-expansion method, coupled van der pol oscillator, time-delay system.

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1070 Are Asia-Pacific Stock Markets Predictable? Evidence from Wavelet-based Fractional Integration Estimator

Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj

Abstract:

This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.

Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet

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1069 Robust Stabilization of Rotational Motion of Underwater Robots against Parameter Uncertainties

Authors: Riku Hayashida, Tomoaki Hashimoto

Abstract:

This paper provides a robust stabilization method for rotational motion of underwater robots against parameter uncertainties. Underwater robots are expected to be used for various work assignments. The large variety of applications of underwater robots motivates researchers to develop control systems and technologies for underwater robots. Several control methods have been proposed so far for the stabilization of nominal system model of underwater robots with no parameter uncertainty. Parameter uncertainties are considered to be obstacles in implementation of the such nominal control methods for underwater robots. The objective of this study is to establish a robust stabilization method for rotational motion of underwater robots against parameter uncertainties. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: Robust control, stabilization method, underwater robot, parameter uncertainty.

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1068 Numerical Investigation of Unsteady MHD Flow of Second Order Fluid in a Tube of Elliptical Cross-Section on the Porous Boundary

Authors: S. B. Kulkarni, Hasim A. Chikte, V. Murali Mohan

Abstract:

Exact solution of an unsteady MHD flow of elasticoviscous fluid through a porous media in a tube of elliptic cross section under the influence of magnetic field and constant pressure gradient has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of elliptical cross section by taking into account of the porosity factor and magnetic parameter of the bounding surface is investigated. The problem is solved in two-stages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a non-dimensional porosity parameter, magnetic parameter and elastico-viscosity parameter, which depends on the Non-Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter, magnetic parameter tends to zero, and porosity tends to infinity. The numerical results were simulated in MATLAB software to analyze the effect of Elastico-viscous parameter, porosity parameter, and magnetic parameter on velocity profile. Boundary conditions were satisfied. It is seen that the effect of elastico-viscosity parameter, porosity parameter and magnetic parameter of the bounding surface has significant effect on the velocity parameter.

Keywords: Elastico-viscous fluid, Porous media, Elliptic cross-section, Magnetic parameter, Numerical Simulation.

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1067 Unsteady MHD Flow of an Incompressible Elastico-Viscous Fluid in a Tube of Spherical Cross Section on a Porous Boundary

Authors: Sanjay Baburao Kulkarni

Abstract:

Exact solution of an unsteady MHD flow of elasticoviscous fluid through a porous media in a tube of spherical cross section under the influence of magnetic field and constant pressure gradient has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of spherical cross section by taking into account of the porosity factor and magnetic parameter of the bounding surface is investigated. The problem is solved in two-stages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a non-dimensional porosity parameter (K), magnetic parameter (m) and elasticoviscosity parameter (β), which depends on the Non-Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter and magnetic parameter tends to zero and porosity tends to infinity. It is seen that the effect of elastico-viscosity parameter, porosity parameter and magnetic parameter of the bounding surface has significant effect on the velocity parameter.

Keywords: Elastico-viscous fluid, Porous media, Second order fluids, Spherical cross-section, Magnetic parameter.

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1066 Magnetohydrodynamics Boundary Layer Flows over a Stretching Surface with Radiation Effect and Embedded in Porous Medium

Authors: Siti Khuzaimah Soid, Zanariah Mohd Yusof, Ahmad Sukri Abd Aziz, Seripah Awang Kechil

Abstract:

A steady two-dimensional magnetohydrodynamics flow and heat transfer over a stretching vertical sheet influenced by radiation and porosity is studied. The governing boundary layer equations of partial differential equations are reduced to a system of ordinary differential equations using similarity transformation. The system is solved numerically by using a finite difference scheme known as the Keller-box method for some values of parameters, namely the radiation parameter N, magnetic parameter M, buoyancy parameter l , Prandtl number Pr and permeability parameter K. The effects of the parameters on the heat transfer characteristics are analyzed and discussed. It is found that both the skin friction coefficient and the local Nusselt number decrease as the magnetic parameter M and permeability parameter K increase. Heat transfer rate at the surface decreases as the radiation parameter increases.

Keywords: Keller-box, MHD boundary layer flow, permeability stretching.

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1065 A Parameter-Tuning Framework for Metaheuristics Based on Design of Experiments and Artificial Neural Networks

Authors: Felix Dobslaw

Abstract:

In this paper, a framework for the simplification and standardization of metaheuristic related parameter-tuning by applying a four phase methodology, utilizing Design of Experiments and Artificial Neural Networks, is presented. Metaheuristics are multipurpose problem solvers that are utilized on computational optimization problems for which no efficient problem specific algorithm exist. Their successful application to concrete problems requires the finding of a good initial parameter setting, which is a tedious and time consuming task. Recent research reveals the lack of approach when it comes to this so called parameter-tuning process. In the majority of publications, researchers do have a weak motivation for their respective choices, if any. Because initial parameter settings have a significant impact on the solutions quality, this course of action could lead to suboptimal experimental results, and thereby a fraudulent basis for the drawing of conclusions.

Keywords: Parameter-Tuning, Metaheuristics, Design of Experiments, Artificial Neural Networks.

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1064 Method of Parameter Calibration for Error Term in Stochastic User Equilibrium Traffic Assignment Model

Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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1063 An Approximate Solution of the Classical Van der Pol Oscillator Coupled Gyroscopically to a Linear Oscillator Using Parameter-Expansion Method

Authors: Mohammad Taghi Darvishi, Samad Kheybari

Abstract:

In this article, we are dealing with a model consisting of a classical Van der Pol oscillator coupled gyroscopically to a linear oscillator. The major problem is analyzed. The regular dynamics of the system is considered using analytical methods. In this case, we provide an approximate solution for this system using parameter-expansion method. Also, we find approximate values for frequencies of the system. In parameter-expansion method the solution and unknown frequency of oscillation are expanded in a series by a bookkeeping parameter. By imposing the non-secularity condition at each order in the expansion the method provides different approximations to both the solution and the frequency of oscillation. One iteration step provides an approximate solution which is valid for the whole solution domain.

Keywords: Parameter-expansion method, classical Van der Pol oscillator.

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1062 Vibration of a Beam on an Elastic Foundation Using the Variational Iteration Method

Authors: Desmond Adair, Kairat Ismailov, Martin Jaeger

Abstract:

Modelling of Timoshenko beams on elastic foundations has been widely used in the analysis of buildings, geotechnical problems, and, railway and aerospace structures. For the elastic foundation, the most widely used models are one-parameter mechanical models or two-parameter models to include continuity and cohesion of typical foundations, with the two-parameter usually considered the better of the two. Knowledge of free vibration characteristics of beams on an elastic foundation is considered necessary for optimal design solutions in many engineering applications, and in this work, the efficient and accurate variational iteration method is developed and used to calculate natural frequencies of a Timoshenko beam on a two-parameter foundation. The variational iteration method is a technique capable of dealing with some linear and non-linear problems in an easy and efficient way. The calculations are compared with those using a finite-element method and other analytical solutions, and it is shown that the results are accurate and are obtained efficiently. It is found that the effect of the presence of the two-parameter foundation is to increase the beam’s natural frequencies and this is thought to be because of the shear-layer stiffness, which has an effect on the elastic stiffness. By setting the two-parameter model’s stiffness parameter to zero, it is possible to obtain a one-parameter foundation model, and so, comparison between the two foundation models is also made.

Keywords: Timoshenko beam, variational iteration method, two-parameter elastic foundation model.

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1061 Frequency Domain Analysis for Hopf Bifurcation in a Delayed Competitive Web-site Model

Authors: Changjin Xu, Yusen Wu

Abstract:

In this paper, applying frequency domain approach, a delayed competitive web-site system is investigated. By choosing the parameter α as a bifurcation parameter, it is found that Hopf bifurcation occurs as the bifurcation parameter α passes a critical values. That is, a family of periodic solutions bifurcate from the equilibrium when the bifurcation parameter exceeds a critical value. Some numerical simulations are included to justify the theoretical analysis results. Finally, main conclusions are given.

Keywords: Web-site system, stability, Nyquist criterion, Hopf bifurcation, frequency domain.

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1060 Parameter Tuning of Complex Systems Modeled in Agent Based Modeling and Simulation

Authors: Rabia Korkmaz Tan, Şebnem Bora

Abstract:

The major problem encountered when modeling complex systems with agent-based modeling and simulation techniques is the existence of large parameter spaces. A complex system model cannot be expected to reflect the whole of the real system, but by specifying the most appropriate parameters, the actual system can be represented by the model under certain conditions. When the studies conducted in recent years were reviewed, it has been observed that there are few studies for parameter tuning problem in agent based simulations, and these studies have focused on tuning parameters of a single model. In this study, an approach of parameter tuning is proposed by using metaheuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Artificial Bee Colonies (ABC), Firefly (FA) algorithms. With this hybrid structured study, the parameter tuning problems of the models in the different fields were solved. The new approach offered was tested in two different models, and its achievements in different problems were compared. The simulations and the results reveal that this proposed study is better than the existing parameter tuning studies.

Keywords: Parameter tuning, agent based modeling and simulation, metaheuristic algorithms, complex systems.

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1059 A New Controlling Parameter in Design of Above Knee Prosthesis

Authors: M. Tahani, G. Karimi

Abstract:

In this paper after reviewing some previous studies, in order to optimize the above knee prosthesis, beside the inertial properties a new controlling parameter is informed. This controlling parameter makes the prosthesis able to act as a multi behavior system when the amputee is opposing to different environments. This active prosthesis with the new controlling parameter can simplify the control of prosthesis and reduce the rate of energy consumption in comparison to recently presented similar prosthesis “Agonistantagonist active knee prosthesis". In this paper three models are generated, a passive, an active, and an optimized active prosthesis. Second order Taylor series is the numerical method in solution of the models equations and the optimization procedure is genetic algorithm. Modeling the prosthesis which comprises this new controlling parameter (SEP) during the swing phase represents acceptable results in comparison to natural behavior of shank. Reported results in this paper represent 3.3 degrees as the maximum deviation of models shank angle from the natural pattern. The natural gait pattern belongs to walking at the speed of 81 m/min.

Keywords: Above knee prosthesis, active controlling parameter, ballistic motion, swing phase.

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1058 Radiation Effect on Unsteady MHD Flow over a Stretching Surface

Authors: Zanariah Mohd Yusof, Siti Khuzaimah Soid, Ahmad Sukri Abd Aziz, Seripah Awang Kechil

Abstract:

Unsteady magnetohydrodynamics (MHD) boundary layer flow and heat transfer over a continuously stretching surface in the presence of radiation is examined. By similarity transformation, the governing partial differential equations are transformed to a set of ordinary differential equations. Numerical solutions are obtained by employing the Runge-Kutta-Fehlberg method scheme with shooting technique in Maple software environment. The effects of unsteadiness parameter, radiation parameter, magnetic parameter and Prandtl number on the heat transfer characteristics are obtained and discussed. It is found that the heat transfer rate at the surface increases as the Prandtl number and unsteadiness parameter increase but decreases with magnetic and radiation parameter.

Keywords: Heat transfer, magnetohydrodynamics, radiation, unsteadiness.

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1057 Shannon-Weaver Biodiversity of Neutrophils in Fractal Networks of Immunofluorescence for Medical Diagnostics

Authors: N.E.Galich

Abstract:

We develop new nonlinear methods of immunofluorescence analysis for a sensitive technology of respiratory burst reaction of DNA fluorescence due to oxidative activity in the peripheral blood neutrophils. Histograms in flow cytometry experiments represent a fluorescence flashes frequency as functions of fluorescence intensity. We used the Shannon-Weaver index for definition of neutrophils- biodiversity and Hurst index for definition of fractal-s correlations in immunofluorescence for different donors, as the basic quantitative criteria for medical diagnostics of health status. We analyze frequencies of flashes, information, Shannon entropies and their fractals in immunofluorescence networks due to reduction of histogram range. We found the number of simplest universal correlations for biodiversity, information and Hurst index in diagnostics and classification of pathologies for wide spectra of diseases. In addition is determined the clear criterion of a common immunity and human health status in a form of yes/no answers type. These answers based on peculiarities of information in immunofluorescence networks and biodiversity of neutrophils. Experimental data analysis has shown the existence of homeostasis for information entropy in oxidative activity of DNA in neutrophil nuclei for all donors.

Keywords: blood and cells fluorescence in diagnostics ofdiseases, cytometric histograms, entropy and information in fractalnetworks of oxidative activity of DNA, long-range chromosomalcorrelations in living cells.

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1056 Frequency-Variation Based Method for Parameter Estimation of Transistor Amplifier

Authors: Akash Rathee, Harish Parthasarathy

Abstract:

In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.

Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.

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1055 Second Order Admissibilities in Multi-parameter Logistic Regression Model

Authors: Chie Obayashi, Hidekazu Tanaka, Yoshiji Takagi

Abstract:

In multi-parameter family of distributions, conditions for a modified maximum likelihood estimator to be second order admissible are given. Applying these results to the multi-parameter logistic regression model, it is shown that the maximum likelihood estimator is always second order inadmissible. Also, conditions for the Berkson estimator to be second order admissible are given.

Keywords: Berkson estimator, modified maximum likelihood estimator, Multi-parameter logistic regression model, second order admissibility.

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1054 Unsteady Flow of an Incompressible Viscous Electrically Conducting Fluid in Tube of Elliptical Cross Section under the Influence of Magnetic Field

Authors: Sanjay Baburao Kulkarni

Abstract:

Exact solution of an unsteady flow of elastico-viscous electrically conducting fluid through a porous media in a tube of elliptical cross section under the influence of constant pressure gradient and magnetic field has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of elliptical cross section by taking into account of the transverse magnetic field and porosity factor of the bounding surface is investigated. The problem is solved in twostages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a nondimensional porosity parameter (K), magnetic parameter (m) and elastico-viscosity parameter (β), which depends on the Non- Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter and magnetic parameter tends to zero and porosity tends to infinity. It is seen that the effect of elastico-viscosity parameter, magnetic parameter and the porosity parameter of the bounding surface has significant effect on the velocity parameter.

Keywords: Elastico-viscous fluid, Elliptic cross-section, Porous media, Second order fluids.

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1053 Dispersion of a Solute in Peristaltic Motion of a Couple Stress Fluid through a Porous Medium with Slip Condition

Authors: Habtu Alemayehu, G. Radhakrishnamacharya

Abstract:

The paper presents an analytical solution for dispersion of a solute in the peristaltic motion of a couple stress fluid through a porous medium with slip condition in the presence of both homogeneous and heterogeneous chemical reactions. The average effective dispersion coefficient has been found using Taylor-s limiting condition and long wavelength approximation. The effects of various relevant parameters on the average coefficient of dispersion have been studied. The average effective dispersion coefficient tends to increase with permeability parameter but tends to decrease with homogeneous chemical reaction rate parameter, couple stress parameter, slip parameter and heterogeneous reaction rate parameter.

Keywords: Dispersion, Peristalsis, Couple stress fluid, Porousmedium, Chemical reaction, Slip condition.

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1052 Effect of Birks Constant and Defocusing Parameter on Triple-to-Double Coincidence Ratio Parameter in Monte Carlo Simulation-GEANT4

Authors: F. Abubaker, F. Tortorici, M. Capogni, C. Sutera, V. Bellini

Abstract:

This project concerns with the detection efficiency of the portable Triple-to-Double Coincidence Ratio (TDCR) at the National Institute of Metrology of Ionizing Radiation (INMRI-ENEA) which allows direct activity measurement and radionuclide standardization for pure-beta emitter or pure electron capture radionuclides. The dependency of the simulated detection efficiency of the TDCR, by using Monte Carlo simulation Geant4 code, on the Birks factor (kB) and defocusing parameter has been examined especially for low energy beta-emitter radionuclides such as 3H and 14C, for which this dependency is relevant. The results achieved in this analysis can be used for selecting the best kB factor and the defocusing parameter for computing theoretical TDCR parameter value. The theoretical results were compared with the available ones, measured by the ENEA TDCR portable detector, for some pure-beta emitter radionuclides. This analysis allowed to improve the knowledge of the characteristics of the ENEA TDCR detector that can be used as a traveling instrument for in-situ measurements with particular benefits in many applications in the field of nuclear medicine and in the nuclear energy industry.

Keywords: Birks constant, defocusing parameter, GEANT4 code, TDCR parameter.

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1051 Two New Relative Efficiencies of Linear Weighted Regression

Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In statistics parameter theory, usually the parameter estimations have two kinds, one is the least-square estimation (LSE), and the other is the best linear unbiased estimation (BLUE). Due to the determining theorem of minimum variance unbiased estimator (MVUE), the parameter estimation of BLUE in linear model is most ideal. But since the calculations are complicated or the covariance is not given, people are hardly to get the solution. Therefore, people prefer to use LSE rather than BLUE. And this substitution will take some losses. To quantize the losses, many scholars have presented many kinds of different relative efficiencies in different views. For the linear weighted regression model, this paper discusses the relative efficiencies of LSE of β to BLUE of β. It also defines two new relative efficiencies and gives their lower bounds.

Keywords: Linear weighted regression, Relative efficiency, Lower bound, Parameter estimation.

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